Author:
Armenti Yannick,Crépey Stéphane,Drapeau Samuel,Papapantoleon Antonis
Funder
LCH.Clearnet
European Investment Fund
Agence Nationale de la Recherche
Deutscher Akademischer Austauschdienst
National Natural Science Foundation of China
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Applied Mathematics,Finance,Numerical Analysis
Cited by
43 articles.
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